Slashdot received a lot of submissions of this Privacy Forum article about ID numbers being "watermarked" (just like digital watermarks) into copies made by any color copy machine. Go ahead and read it; the rest of this story assumes that you've read the link.
This not a secret; I remember a case a few years ago where a Columbia University copier was being used to create counterfeit currency, and the imprinted copies were traced straight back to the machine used to create them (amazingly, Altavista turned up an article about this case). Basically, when color copiers first started getting good, the Treasury started leaning on manufacturers to make their products less useful for counterfeiting. AFAIK, there's no law in effect saying that manufacturers MUST include an anti-counterfeiting features in their devices; but on the other hand, there aren't very many equipment manufacturers, so they're easy to lean on.
So today, any copy you make with any color copier will include a unique serial number. Make sure you don't copy anything that someone might want to trace back to you on a color copier. Maybe this isn't that big a deal; color copiers aren't home appliances.
But now home scanners and inkjets make up a nice copying system for as little $200-300. The Treasury Department has a big program devoted to preventing digital copying, and it looks like one of their main concerns is consumer-grade equipment. The Bureau of Printing and Engraving is even soliciting proposals from vendors which have a system suitable for embedding these watermarks in all output produced by color inkjet printers.
Fighting counterfeiting is fine with me. Thus the systems which "recognize" currency and refuse to scan or print it don't seem like too much of an infringement. But embedding serial numbers in all printer output? Maybe I just have a cynical mind, but I can think of about a hundred reasons this is a bad idea.